I agree with Driftpeasant - makes life easier - one machine to look at if you get issues, and you can easily set up reservations with very specific options for unusual situtations/devices. pfSense 2.0 lets you set up DHCP options (e.g. option 66 which specifies a TFTP server) to your heart's content for all devices although I believe it is not quite as flexible when setting up reservations.
To answer mrdenny Both 1.2.3 and 2.0 let you specify your preferred DNS server for the clients. I agree with mrdenny that you want to use a Windows DNS server for this - as well as the clients registering themselves so they can be found by other clients/servers by a DNS lookup against your local windows DNS server, there will also be a heap of DNS SRV records relating to your AD envoironment that windows automatically maintains but are a PITA to set up in pfSense.
(If you do decide to use pfSense for DHCP, on the client pc's, open up properties for the NIC, check TCP/IPv4 properties, then click advanced, then go to the DNS tab, ensure the check box at the bottom that says Register this connection's addresses in DNS is ticked to ensure the clients actually do register)
Also in my experience, Windows boxes seem to take longer to get leases from some *nix DHCP servers including pfSense - I remember sometimes seeing the requests take so long windows would show the warning triangle by the NIC icon in the system tray then almost immediately afterwards sort itself out.